The maximization of determinants of block Toeplitz matrices with applications in optimal design theory

被引：0
|
作者：
Wagener, Jens [1 ]
机构：
[1] Ruhr Univ Bochum, Fak Math, D-44780 Bochum, Germany
来源：
JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2011年 / 141卷 / 09期
关键词：
Toeplitz determinant; Canonical moment; Matrix measure; Weighting design; Trigonometric regression; MOMENT; DISTRIBUTIONS;
D O I：
10.1016/j.jspi.2011.03.032
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We consider the maximization of the determinant of the trigonometric moment matrix of a matrix measure on the unit circle. The results are analog to those obtained by Dette and Studden (2005) for moment matrices of matrix measures on a compact interval. A statistical application in optimal design theory is considered and we present several optimal designs for Fourier regression models. (C) 2011 Elsevier B.V. All rights reserved.
引用
收藏
页码：3105 / 3116
页数：12
相关论文
共 50 条
12345